Real time Intraday NSE tick data for Self-developed software

[ratan jain]

I cant see any attachments

 

[as156]

I Am Attaching Analysis Done For 09.07.2007
Pdf File Attached - U Can Take A Print & Join The Sheets So U Can Analyse The Same
U Can Zoom Also & See
Thanks
As156

 

[vivin]

Have a VSAT and a data convertor - that will be fast. 2nd method is install PIB from Indiabulls and get a convertor

Dear aroymkp & friends,
Hello to ever one and all, I am new admission for this forum, I seen a posting of aroymkp you have mentioned PIB to MS software with convertor, please help me how to get that convertor.

thanks & regards
vivin

 

[manopab]

Hi,

If u can connect to a neat server with eicon card installed then I think it can be done.
since u are experienced programmer the link below may be helpful

http://www.nseindia.com/content/press/FObroadcast.pdf

gives u the specification of the feed etc.

the data nse sends uses LZO compression algorithm.

Hope this helps.

Manoj

 

[vivin]

Dear Mano,
I am new to this IT field so I dont have indepth knowledge, so could you help me how to get convertor please help me

regards
vivin

 

[harshakguptha]

Hi Guys,

I am happy to receive so many suggestions. I will definitely try follow them.

The status as of now is that I have designed my software into various modules out of which I explicitly separated the Feed Engine as an independant and pluggable module. Currently it fetches data from Yahoo by signing into Yahoo Finance web. As compared to Sharekhan streaming prices, I do not find any latency in Yahoo (specifically if you are signed in).

Anyway, I have completed 60% of my work (framework, User interface, Feed Engine and other modules). Now I have various data available to analyze in the application. The actual analysis is the only thing left to do in the application.

Considering the latency in the feed, I observed in the NSE site that a scrip is being traded only once in a half minute on an average. An order takes typically 10 secs to get submitted to the exchange once I initiate it. Even if the quotes are 5 secs delayed, I am still left with 15 secs for analyzing the current quote in my application. With the sort of system I have (2.4 GHz Core2Duo + 1GB RAM with 2Mbps DataOne connection), I think it is pretty much time.

Anyway, once I have my application complete, I will try to subscribe to eSignal and rewrite my Feed Engine module and see how it works. There is an indian site (esignalindia.com) which I found in other threads. Can anybody comment on its latency, data format (I suppose this is metastock pro format) and delivery method?

One last query - If anybody already did the task of analyzing eSignal (not esignalindia) data (trying to save it in a database or analyzing it programmatically), let me know the format of the data and how it is delivered to my PC?

Plz let me know once it is completed..........
Plz, plz

 

[novais]

Manoj,

Is it possible to use eicon card and get feed via Internet?

Please suggest.

 

[novais]

Couple of questions:

a) Do we need to embedd "username" and "password" in yahoo URL to fetch RT data? If yes, what is yahoo URL with "username" and "password". I will use my username etc, but not sure, what is URL to use.

b) How many records for NSE (nifty ^NSEI) are fetched in a day via yahoo?

c) Using other paid premium services, how many records are generally fetched for nifty in a day?

 

[ravikatha]

Couple of questions:

a) Do we need to embedd "username" and "password" in yahoo URL to fetch RT data? If yes, what is yahoo URL with "username" and "password". I will use my username etc, but not sure, what is URL to use.

b) How many records for NSE (nifty ^NSEI) are fetched in a day via yahoo?

c) Using other paid premium services, how many records are generally fetched for nifty in a day?

A. You need to login to Yahoo before querying the quote data.

B. Every time you request a quote, you will get the latest quote. Hence you need to keep on querying the quotes during the market open hours and hence you can get all quotes.

C. I did not count the number of records but approximately one record per 30 secs for Nifty. For some scrips, there will be a record for every 3-4 secs.

Pseudo Code for the Data Query

If Market Is Open
{
	// Login Once
	Login to Yahoo;

	// Loop
	While Market is Open
	{
		Request Quote
		Parse Quote

		If Last Trade Price or Last Trade Time Or Last Trade Quantity differ from previously fetched Quote
		{
			This is  a new quote.
		}

		Wait for 2 secs
	}
}

If you are using any .NET language, you need to use WebClient class with a valid CookieContainer set. And use the same instance to login and request the quote data.

Login C# Code

WebClient webClient = new WebClient ();
webClient.CookieContainer = new CookieContainer ();

string loginUrl = "https://login.yahoo.com/config/login?";
NameValueCollection postData = new NameValueCollection();

// Add Post Data
postData["login"] = "yourusername";
postData["passwd"] = "yourpassword";
postData[".persistent"] = "y";
webClient.UploadValues(loginUrl, postData);

Once you login using the above code, use the same webClient instance to query the quote data as well.

Quote Request Url Reference :http://www.gummy-stuff.org/Yahoo-data.htm

For EOD Historical Data
You will have to query two urls
1. http://www.nseindia.com/Archives with post values
h_filetype=eqbhav
date=dd-MM-yyyy
2. http://www.nseindia.com/content/historical/EQUITIES/yyyy/MMM/cmddMMMyyyybhav.csv

Replace dd with two digit date, mm with two digit month number, yyyy with four digit year and MMM with three digit upper case month abbreviation.

In the second url, you will get a csv file. Open it programmatically in text mode and parse the values.


Finally, if you are not using .NET, please refer to your language equivalents to tihs code in MSDN or Google

Regards
Ravi Kiran Katha

 

[amarnath]

Plz let me know once it is completed..........
Plz, plz

esigindia is illegal vendor never go thru or look at such service ????